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layd_OC_NSE_Part5.py
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layd_OC_NSE_Part5.py
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## This is recomanded to watch part1 and part2 of of same series
## Part1: https://www.youtube.com/watch?v=Tke9SzbAqHc&t=1092s
## Part2: https://www.youtube.com/watch?v=tm8RiH72MLA&t=1602s
import os
import json
import time
import requests
import pandas as pd
from tabulate import tabulate
from msvcrt import getch,kbhit
#############################################################
## List of key codes
## This list is used in function find_2dl_index to check
## which key is pressed
#############################################################
keys_mapping = [
[72, 'UP'],
[80, 'DOWN'],
[27, 'ESC']
]
#############################################################
## Funtion return str value of key pressed based on
## list key+pressed
##
#############################################################
def find_2dl_index(myList, val):
for i, x in enumerate(myList):
if val in x:
return myList[i][1]
#########################################################################
## List of fields not required in out while displaying option chain date
##
#########################################################################
keys_to_exclude = [
'pchangeinOpenInterest',
'totalBuyQuantity',
'totalSellQuantity',
'underlyingValue',
'expiryDate',
'underlying',
'identifier',
'pChange'
]
#############################################################
## Funtion to restric decimal value to n place
## In this example decimle value is restricted
## to only 2 places
#############################################################
def set_decimal(x):
return ('%.2f' % x).rstrip('0').rstrip('.')
#############################################################
## Function to to return all expiry dates
##
#############################################################
def create_OC_JSON_object(u, h, t_o):
inLoop = True
r = 10
c = 0
while inLoop:
response = requests.get(u, headers=h, timeout=t_o)
if response.status_code == 200:
jo = json.loads(response.text)
return True, jo
else:
print('Retry: ', c, ' ', response.status_code)
c = c +1
time.sleep(5)
if c >= r:
return False, None
#############################################################
## Function to to return all expiry dates
##
#############################################################
def create_edate_data_dict(oc_json_obj):
r_data = oc_json_obj['records']['data']
e_dt=oc_json_obj['records']['expiryDates']
oc_data = {}
for ed in e_dt:
oc_data[ed]={"CE":[], "PE":[]}
for di in range(len(r_data)):
if r_data[di]['expiryDate'] == ed:
if 'CE' in r_data[di].keys() and r_data[di]['CE']['expiryDate'] == ed:
oc_data[ed]["CE"].append(r_data[di]['CE'])
else:
oc_data[ed]["CE"].append('-')
if 'PE' in r_data[di].keys() and r_data[di]['PE']['expiryDate'] == ed:
oc_data[ed]["PE"].append(r_data[di]['PE'])
else:
oc_data[ed]["PE"].append('-')
return oc_data
#############################################################
## Function to remove unwanted content
#############################################################
def delete_unwanted_fields(oc_full_data):
exp_dates = list(oc_full_data.keys())
for e_dt in exp_dates:
for i in range(len(oc_full_data[e_dt]['CE'])):
if oc_full_data[e_dt]['CE'][i] != '-':
for key in keys_to_exclude:
del oc_full_data[e_dt]['CE'][i][key]
if oc_full_data[e_dt]['PE'][i] != '-':
for key in keys_to_exclude:
del oc_full_data[e_dt]['PE'][i][key]
#############################################################
## Function to format and create final list of Option Chain
## data which is similar to NSE website
#############################################################
def preprate_final_data(r_ce, r_pe):
l_OC = []
for i in range(len(r_ce)):
l_CE=[]
l_PE=[]
if r_ce[i] != '-':
sp = r_ce[i]['strikePrice']
l_CE = [
r_ce[i]['openInterest'], r_ce[i]['changeinOpenInterest'] ,
r_ce[i]['totalTradedVolume'], r_ce[i]['impliedVolatility'] ,
r_ce[i]['lastPrice'], set_decimal(r_ce[i]['change']),
r_ce[i]['bidQty'], r_ce[i]['bidprice'] ,
r_ce[i]['askPrice'], r_ce[i]['askQty'] ,
r_ce[i]['strikePrice']
]
else:
sp = r_pe[i]['strikePrice']
l_CE= list(['-','-','-','-','-','-','-','-','-','-',sp])
if r_pe[i] != '-':
l_PE = [
r_pe[i]['bidQty'], r_pe[i]['bidprice'] ,
r_pe[i]['askPrice'], r_pe[i]['askQty'] ,
set_decimal(r_pe[i]['change']), r_pe[i]['lastPrice'] ,
r_pe[i]['impliedVolatility'], r_pe[i]['totalTradedVolume'] ,
r_pe[i]['changeinOpenInterest'],r_pe[i]['openInterest']
]
else:
l_PE = list(['-','-','-','-','-','-','-','-','-','-'])
l_OC_t = l_CE + l_PE
l_OC_t[:] = [x if x != 0 else '-' for x in l_OC_t]
l_OC.append(l_OC_t)
return l_OC
#############################################################
## Function to display option chain data based on
## expiry date.
#############################################################
def display_oc_data(oc_full_data_edt, ed):
ce_data_edt = oc_full_data_edt[ed]['CE']
pe_data_edt = oc_full_data_edt[ed]['PE']
## prepare final data
l_final_oc_data_edt = preprate_final_data(ce_data_edt, pe_data_edt)
OC_col = ['c_OI', 'c_CHNG_IN_OI', 'c_VOLUME', 'c_IV', 'c_LTP', 'c_CHNG', 'c_BID_QTY', 'c_BID', 'c_ASK', 'c_ASK_QTY', 'STRIKE', 'p_BID_QTY', 'p_BID', 'p_ASK', 'p_ASK_QTY', 'p_CHNG', 'p_LTP', 'p_IV', 'p_VOLUME', 'p_CHNG_IN_OI', 'p_OI']
pd.set_option('display.max_rows', None)
df = pd.DataFrame(l_final_oc_data_edt)
df.columns = OC_col
print('')
#print(df)
print(tabulate(df, headers='keys', tablefmt='fancy_grid'))
#############################################################
## Main function
#############################################################
if __name__ == '__main__':
#x = PrettyTable()
url = 'https://www.nseindia.com/api/option-chain-indices?symbol=NIFTY'
headers={'user-agent' : 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/100.0.4896.127 Safari/537.36'}
oc_data = {}
refresh_time = 30 # in seconds
pd.set_option('display.max_rows', None)
#pd.set_option('display.max_columns', None)
success, oc_json_object = create_OC_JSON_object(url, headers, 10) ## Populate all expiry dates
if success:
oc_full_data = create_edate_data_dict(oc_json_object)
delete_unwanted_fields(oc_full_data)
expiry_dates = list(oc_full_data.keys())
ed_i = 0 ## Set expiry date index to 0 to fetch first expiry date
#print(expiry_dates[ed_i]) ## Print first expiry date
print(expiry_dates[ed_i])
print('=====================')
# Show Option chain final data
display_oc_data(oc_full_data, expiry_dates[ed_i])
l_sec = time.localtime().tm_sec
while True:
if kbhit():
key = ord(getch())
key_pressed = str(find_2dl_index(keys_mapping,key))
if key_pressed == 'ESC': #ESC
break
else:
if key_pressed != None:
if key_pressed == 'UP':
if ed_i == 0:
ed_i = len(expiry_dates) - 1
else:
ed_i = ed_i - 1
if key_pressed == 'DOWN':
if ed_i == len(expiry_dates) - 1 :
ed_i = 0
else:
ed_i = ed_i + 1
os.system('clear')
print(expiry_dates[ed_i])
print('=====================')
display_oc_data(oc_full_data, expiry_dates[ed_i])
else:
print('Error: Failed to scrap data..')